论文信息 - Linearly Constrained Augmented Lagrangian: MINOS

Linearly Constrained Augmented Lagrangian: MINOS

In this chapter we present one of the most respectable algorithms and softwares for solving general nonlinear optimization problems given by Murtagh and Saunders (1978, 1980, 1982, 1995). The main idea behind this method is to generate a step by minimizing the Lagrangian or the augmented Lagrangian subject to the linearizations of the constraints.

Neculai Andrei | N. Andrei

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